+51.5%
WULF vs ESTC
+19.3%
+32.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -4.6% |
| 7D | -0.6% | -13.2% | +12.6% | +3.9% |
| 30D | -3.6% | +9.3% | -13.0% | -8.4% |
| 3M | -30.4% | +37.3% | -67.7% | -39.3% |
| 6M | +12.5% | +61.0% | -48.5% | -9.3% |
| YTD | +40.5% | +10.7% | +29.8% | +28.3% |
| 1Y | +53.0% | -7.2% | +60.2% | +47.2% |
| 3Y | +796.7% | +7.2% | +789.5% | +711.5% |
| 5Y | -30.9% | -47.7% | +16.8% | -35.6% |
| All | +51.5% | +19.3% | +32.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling